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Data patterns that reliably precede US recessions
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DOI：10.1002/for.3140.png)
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摘要
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This paper proposes a method of forecasting US recessions beginning with data displays that contain the last 12 quarters of seven US expansions. These end-of-expansion displays allow observers to see for themselves what is different about the last year before recessions compared with the two earlier years. Using a statistical model that treats this historical data as draws from a 12-dimensional multivariate normal distribution, the most recent data are probabilistically inserted into these images where the recent data are most like the historical data. This is a recession forecast based not on presumed patterns but on patterns revealed by the data.
Keyword:
forecast
pattern seeking
US recession
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Patterns of macroeconomic indicators preceding the unemployment rise in Western Europe and the USA.png)
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